european-options topic

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

jkirkby3

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

yzoz

Useful functions for Black–Scholes Model in the Julia Language

rcalxrc08

using the Inverse-Transform method to speed up options pricing simulations in R

chicago-joe

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

shashank-khanna

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

hsjharvey